+362.4%
CFG vs PBF
+340.3%
+22.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.5% | +4.3% | -2.8% | +0.5% |
| 30D | -3.8% | +22.0% | -25.8% | -8.6% |
| 3M | +11.5% | +74.5% | -63.0% | -4.1% |
| 6M | +19.2% | +67.7% | -48.5% | +1.4% |
| YTD | +23.7% | +179.2% | -155.5% | -8.4% |
| 1Y | +38.8% | +170.0% | -131.2% | +2.0% |
| 3Y | +178.9% | +66.4% | +112.5% | +119.9% |
| 5Y | +101.8% | +764.5% | -662.7% | -9.1% |
| 10Y | +317.3% | +358.5% | -41.3% | +72.2% |
| All | +362.4% | +340.3% | +22.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling